+57.8%
DUK vs JOBY
-41.4%
+99.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | 0.0% |
| 7D | -0.7% | -5.2% | +4.5% | -0.7% |
| 30D | -2.4% | -19.7% | +17.3% | -2.5% |
| 3M | -3.0% | -31.7% | +28.7% | -3.1% |
| 6M | -6.6% | -37.5% | +31.0% | -6.7% |
| YTD | +4.6% | -51.6% | +56.1% | +4.5% |
| 1Y | +1.2% | -53.3% | +54.5% | +1.2% |
| 3Y | +45.7% | -12.2% | +57.9% | +44.3% |
| 5Y | +40.3% | -31.3% | +71.6% | +37.3% |
| All | +57.8% | -41.4% | +99.2% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JOBY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling